A trust region algorithm for equality constrained optimization
From MaRDI portal
Publication:1174456
DOI10.1007/BF01588787zbMath0816.90121MaRDI QIDQ1174456
Ya-Xiang Yuan, M. J. D. Powell
Publication date: 25 June 1992
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
trust regions; quadratic programming subproblem; local superlinear convergence; global convergence properties; equality constrained nonlinear optimization
90C30: Nonlinear programming
65K10: Numerical optimization and variational techniques
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Related Items
A feasible trust region method for nonlinear inequality constrained optimization, Combining Trust Region and Line Search Methods for Equality Constrained Optimization, Global convergence of SSM for minimizing a quadratic over a sphere, Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems, Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming., An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization, Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds, A trust region method with a conic model for nonlinearly constrained optimization, On a subproblem of trust region algorithms for constrained optimization, A trust region algorithm for equality constrained optimization, Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization, A convergent secant method for constrained optimization, A trust region algorithm for nonsmooth optimization, A projective quasi-Newton method for nonlinear optimization, Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization, Two-phase model algorithm with global convergence for nonlinear programming, Canonical coordinates method for equality-constrained nonlinear optimization., Combining trust region and linesearch algorithm for equality constrained optimization, Nonmonotonic projected algorithm with both trust region and line search for constrained optimization, Global convergence of nonmonotonic trust region algorithm for nonlinear optimization, Convergence properties of improved secant methods with region multiplier, Global convergence of trust region algorithm for equality and bound constrained nonlinear optimization, An adaptive neural network model for nonlinear programming problems, A globally convergent trust region algorithm for optimization with general constraints and simple bounds., A trust-region algorithm for equality-constrained optimization via a reduced dimension approach., A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization, Nonmonotone trust region method for solving optimization problems, A trust-region strategy for minimization on arbitrary domains, Trust region algorithms for the nonlinear least distance problem, Numerical experience with a polyhedral-norm CDT trust-region algorithm, Inexact-restoration algorithm for constrained optimization, CDT like approaches for the system of nonlinear equations, A trust-region method by active-set strategy for general nonlinear optimization, A trust region SQP algorithm for mixed-integer nonlinear programming, An SQP approach with line search for a system of nonlinear equations, Incorporating nonmonotone strategies into the trust region method for unconstrained optimization, A feasible trust-region algorithm for inequality constrained optimization, An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables, A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization, A robust trust region method for nonlinear optimization with inequality constraint, Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization, A Trust Region Algorithm with Memory for Equality Constrained Optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- A trust region algorithm for equality constrained optimization
- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
- A recursive quadratic programming algorithm that uses differentiable exact penalty functions
- A Trust Region Algorithm for Nonlinearly Constrained Optimization
- Computing Optimal Locally Constrained Steps
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming
